+360.6%
OKE vs ACI
+18.9%
+341.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.4% |
| 7D | -0.2% | -5.0% | +4.9% | +0.5% |
| 30D | +6.1% | -2.3% | +8.4% | +6.3% |
| 3M | +10.4% | -23.2% | +33.6% | +13.9% |
| 6M | +14.2% | -29.5% | +43.6% | +19.1% |
| YTD | +35.3% | -28.6% | +63.9% | +40.8% |
| 1Y | +40.6% | -34.0% | +74.7% | +47.8% |
| 3Y | +72.2% | -45.0% | +117.2% | +85.0% |
| 5Y | +139.6% | -44.0% | +183.6% | +152.3% |
| All | +360.6% | +18.9% | +341.7% | +368.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling